Optimal Controls for Stochastic Partial Differential Equations (Q3472030)

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scientific article; zbMATH DE number 4139658
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    Optimal Controls for Stochastic Partial Differential Equations
    scientific article; zbMATH DE number 4139658

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      Optimal Controls for Stochastic Partial Differential Equations (English)
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      1990
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      weak convergence
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      convexity condition
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      controlled linear stochastic partial differential equations
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      compactification
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      relaxed control
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      Bellman principle
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      stochastic control of diffusions
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      partial observation
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